+175.6%
APA vs BTDR
+24.7%
+150.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.6% | +3.0% |
| 7D | +0.3% | +14.8% | -14.5% | 0.0% |
| 30D | +9.3% | +41.8% | -32.5% | +8.5% |
| 3M | +23.3% | -29.2% | +52.5% | +24.1% |
| 6M | +39.5% | +66.2% | -26.7% | +35.3% |
| YTD | +87.6% | +10.0% | +77.6% | +84.6% |
| 1Y | +114.2% | -11.0% | +125.2% | +110.8% |
| 3Y | +13.6% | +6.9% | +6.6% | +8.5% |
| 5Y | +175.6% | +24.7% | +150.9% | +151.4% |
| All | +175.6% | +24.7% | +150.9% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BTDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling